poor, now nameless slave Theon Greyjoy.
He does have a name, his name is Reek, it rhymes with weak.
Interestingly the books leave Theon after he's captured by Ramsey the Bastard, and then after a long while there's a new POV character who lives in a dungeon, has half his fingers missing, and is called Reek and has clearly been horribly tortured for a long time.
When you first realise who Reek was/is, well, it's more of a shock than watching Alfie Allen getting bits chopped off. Especially as Theon wasn't a particularly sympathetic character up until that point.